Most simple solution is to add the line to /etc/rc.localabove the exit 0 line which must remain. If you're not familiar with Linux or the command line better check the file for syntax errors:

Source Code

/bin/bash -n /etc/rc.local

This should produce no output at all. If errors are reported you need to edit rc.local again (if something's wrong here the board might not boot the next time). If it doesn't work after a reboot you need to specify absolute path for /sbin/ethtool